5 Jun 2017
FX option expiries for today NY cut
FX option expiries for today NY cut at 10:00ET, via DTCC, can be found below.
EURUSD: 1.1200 ( EUR 473m) 1.1230-35 (963m) 1.1275 (185m) 1.1300 (1.4bln) 1.1350 (206m0
USDJPY: 109.00 (USD 503m) 109.30 (255m) 110.00 (480m) 111.00 (806m) 112.00 (458m)
AUDUSD: 0.7350 (AUD 224m) 0.7375 (442m) 0.7475 (277m) 0.7500 (324m) 0.7550-60 (340m)
USDCAD: 1.3375 (USD 201m) 1.3500 (455m)
USDCAD: 1.3400 (214m) 1.3520 (221m) 1.3600 (195m) 1.3650 (241m)
NZDUSD: 0.7030-35 (NZD 381m)
EURJPY 123.27 (EUR 195m) 125.50 (406m)